Activity for Christine

I thought I was more of an A-line girl, but I tried on a gown this weekend that was sheath. I felt a little exposed without all the layers of tulle and sans-slip. Does anyone have any recommendations on what to wear under a thin gown like this?...

I am just getting started looking at dresses and styles. I'd like to keep my gown under $1000 if possible. Any suggestions of websites I could check out or places I could shop that would keep it within budget?